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arch 7.0.0
arch.univariate.StudentsT.name
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arch 7.0.0
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Univariate Volatility Models
Univariate Volatility Models
Introduction
Examples
Forecasting
Volatility Forecasting
Value-
at-
Risk Forecasting
Forecasting Scenarios
Forecasting with Exogenous Variables
Mean Models
Volatility Processes
Using the Fixed Variance Process
Distributions
Distributions
arch.
univariate.
Normal
arch.
univariate.
Students
T
arch.
univariate.
Students
T
C
arch.
univariate.
Students
T
C
arch.
univariate.
Students
T
arch.
univariate.
Students
T.
bounds
arch.
univariate.
Students
T.
cdf
arch.
univariate.
Students
T.
constraints
arch.
univariate.
Students
T.
loglikelihood
arch.
univariate.
Students
T.
moment
arch.
univariate.
Students
T.
parameter_
names
arch.
univariate.
Students
T.
partial_
moment
arch.
univariate.
Students
T.
ppf
arch.
univariate.
Students
T.
simulate
arch.
univariate.
Students
T.
starting_
values
arch.
univariate.
Students
T.
generator
arch.
univariate.
Students
T.
name
arch.
univariate.
Students
T.
name
Contents
P
Students
T.
name
arch.
univariate.
Students
T.
random_
state
arch.
univariate.
Skew
Student
arch.
univariate.
Generalized
Error
Writing New Distributions
Results
Utilities
Background and References
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Cointegration Analysis
Long-
run Covariance Estimation
API Reference
Change Log
Contents
P
Students
T.
name
arch.univariate.StudentsT.name
¶
property
StudentsT.
name
:
str
¶
The name of the distribution